Many of Rufus Wainwright's songs are carefully constructed, highly orchestrated productions that examine his personal life in great detail. "Welcome To The Ball" isn't one of them. He wrote it for a Broadway musical that was being planned and called it "completely wild and orchestral."
Mark Ronson produced this track and the rest of the Out Of The Game album. After, Wainwright took a hiatus from pop music, spending a few years working on operas. When he returned to pop in 2020, it was with producer Mitchell Froom for the album Unfollow The Rules.
"The Night Chicago Died" was written and recorded by the British group Paper Lace. They talk about Al Capone in the song, but got a lot of details wrong - understandable since they wrote it based on gangster movies.